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Problem with data_type='portfolio' in predict function

Status: Open.

#25 In bkelly-lab/ipca;

· MocaStreet opened on Jan 2, 2024

solution not converging

Status: Open.

#24 In bkelly-lab/ipca;

· zhenghannan opened on Jul 10, 2023

Matrix calculation accelerations on GPU

Status: Open.

#23 In bkelly-lab/ipca;

· athanszheyin opened on Jun 9, 2023

Matrix is singular to machine precision.

Status: Open.

#22 In bkelly-lab/ipca;

· weepo-bean opened on Sep 12, 2022

Testing the Gamma assumption

Status: Open.

#19 In bkelly-lab/ipca;

· SWels310 opened on Jul 22, 2022

Small Typo in the Line 1082

Status: Open.

#18 In bkelly-lab/ipca;

· KendrickQ opened on Jun 14, 2022

Fitting with only PSF and intercept: redundant factor output

Status: Open.

#16 In bkelly-lab/ipca;

· du-dnguyen opened on May 4, 2022

predictOOS when mean_factor=False

enhancementNew feature or requestNew feature or request

good first issueGood for newcomersGood for newcomers

Status: Open.

#15 In bkelly-lab/ipca;

· PhilippHoefler opened on Feb 15, 2022

Bootstrapping: the unit variance of Student t (dof=5)

Status: Open.

#13 In bkelly-lab/ipca;

· tfchen731 opened on Sep 25, 2021